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Estimation
Schätztheorie
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Gao, Jiti
43
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30
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24
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22
Härdle, Wolfgang
21
Marcellino, Massimiliano
20
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19
Koop, Gary
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18
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17
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17
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15
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15
Hsiao, Cheng
15
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15
Phillips, Peter C. B.
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14
Kim, Donggyu
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Pei, Zhuan
14
Todorov, Viktor
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13
Jochmans, Koen
13
Kilian, Lutz
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Schorfheide, Frank
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Weber, Andrea
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Fang, Ying
12
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Swanson, Norman R.
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11
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Centre for Microdata Methods and Practice <London>
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Journal of econometrics
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Applied economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
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IZA Discussion Paper
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Journal of banking & finance
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The econometrics journal
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Econometric theory
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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International journal of forecasting
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The review of economics and statistics
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SFB 649 discussion paper
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Computational economics
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Discussion paper / Centre for Economic Policy Research
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Energy economics
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Working papers series in theoretical and applied economics
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European journal of operational research : EJOR
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Linear censored quantile regression : a novel minimum-distance approach
De Backer, Mickaël
;
El Ghouch, Anouar
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050854
Saved in:
2
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
-
2016
its asymptotic distribution, and we show how this distribution can be approximated by
bootstrap
methods. Our analysis …
Persistent link: https://www.econbiz.de/10011418016
Saved in:
3
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
Saved in:
4
Nonparametric covariate significance tests for the incidence in cure models
López-Cheda, Ana
;
Jácome, M. Amalia
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050818
Saved in:
5
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
6
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
7
Non-linearity in the inflation-growth relationship in developing economies : evidence from a semiparametric panel model
Baglan, Deniz
;
Yoldas, Emre
- In:
Economics letters
125
(
2014
)
1
,
pp. 93-96
Persistent link: https://www.econbiz.de/10010504747
Saved in:
8
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
9
The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Schreiber, Sven
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10012181279
Saved in:
10
Is that factor just lucky? : Australian evidence
Hoang, Khoa
;
Cannavan, Damien
;
Gaunt, Clive
;
Huang, Ronghong
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012170402
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